+5.1%
SPGI vs GSK
+46.9%
-41.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.5% | -2.7% |
| 7D | -2.5% | -4.2% | +1.7% | -1.7% |
| 30D | +5.4% | -7.5% | +12.9% | +6.8% |
| 3M | +9.0% | -3.3% | +12.3% | +9.5% |
| 6M | +0.8% | -9.3% | +10.1% | +2.2% |
| YTD | -12.6% | +1.6% | -14.2% | -13.6% |
| 1Y | -16.1% | +25.5% | -41.6% | -21.1% |
| 3Y | +19.0% | +49.3% | -30.3% | +5.2% |
| 5Y | +5.1% | +46.7% | -41.6% | -9.3% |
| All | +5.1% | +46.9% | -41.8% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling